VizMetrics Adaptive Portfolio
for period ending April 30, 2024
Quick Links
Overview
t.aaad is the Recipe ID for this portfolio recipe
This Recipe ID appears in the scatterplots and comparisons below.
- For how to compare portfolio recipes based on risk and return, see the article "How to Choose"
- For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"
- For how to keep the mix of ingredients up-to-date, see the article "How to Rebalance Your Portfolio"
Portfolio Recipe Provider VizMetrics (www.vizmetrics.com)
Description VizMetrics Adaptive Portfolio gives investors access to a dynamic portfolio that uses an adaptive asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions. This portfolio recipe uses exchange-traded funds and strives to achieve a favorable risk-adjusted return by using an adaptive algorithm to maximize total return and minimize volatility.
Category Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.
Ingredients Used This portfolio recipe invests in up to three exchange-traded funds (ETFs). These three ingredients are chosen from a set of 9 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of these ETFs is selected using a dynamic allocation algorithm based on momentum and volatility
Peer Group Tactical: DIY
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an adaptive algorithm that applies both momentum and volatility metrics to choose the ingredients and weightings for each of the four asset class ETFs in this portfolio recipe. VizMetrics Adaptive Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio is allowed to choose from 9 ETFs that represent major asset classes. The steps to create this portfolio are as follows:
- VizMetrics defines the set of possible asset classes that can be used as ingredients for this portfolio recipe. The 9 asset classes are as follows: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, Gold, and Commodities.
- VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, IWM, QQQ, IYR, TLT, EEM, EFA, GLD, DBC.
- Each month, VizMetrics ranks the nine ETFs based on momentum and chooses the top three ETFs.
- VizMetrics applies a percentage allocation to the chosen ETFs which minimizes the variance of the overall portfolio.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.
How to Invest
For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"
Recipe ingredients, updated April 30, 2024 and used for May 2024 allocation:
DBC=38.01%, GLD=29.2%, SPY=32.79%
Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:
DBC,38.01,GLD,29.2,SPY,32.79
How to Rebalance
Update frequency: The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.
Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio
Compare: Total Return
for period ending April 30, 2024
5-year graph
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t.aaad
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Global equities (ACWI)
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U.S. equities (SPY)
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U.S. bonds (BND)
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60% Equity / 40% Bonds (s.6040)
| Total Return (Compound Annual Growth Rate) | ||||||||
| YTD | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | ||
| t.aaad | 2.0% | -1.6% | 6.4% | 1.8% | 11.0% | 7.4% | 11.0% | 12.0% |
| Peer Group* average | ||||||||
| 60% Equity / 40% Bonds | 1.9% | -3.6% | 12.4% | 2.4% | 7.5% | 7.7% | 9.7% | 7.4% |
| Global Equities (ACWI) | 4.4% | -3.6% | 17.0% | 4.2% | 9.4% | 8.1% | 10.5% | |
| U.S. Equities (SPY) | 5.9% | -4.0% | 22.4% | 7.9% | 13.1% | 12.3% | 14.5% | 9.9% |
| U.S. Bonds (BND) | -3.1% | -2.4% | -1.4% | -3.6% | -0.2% | 1.2% | 2.3% | 3.0% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||||
| Historical Return | ||||||
| t.aaad | 15.3% | 28.7% | 25.6% | -15.1% | 13.5% | |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 21.8% | 16.4% | 14.0% | -16.7% | 17.5% | |
| Global Equities (ACWI) | 26.6% | 16.3% | 18.7% | -18.4% | 22.3% | |
| U.S. Equities (SPY) | 31.2% | 18.4% | 28.7% | -18.2% | 26.2% | |
| U.S. Bonds (BND) | 8.8% | 7.7% | -1.9% | -13.1% | 5.4% | |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | |
| * Peer Group is Tactical: DIY | ||||||
Compare: Risk vs. Return
for period ending April 30, 2024
Maximum Drawdown vs. Annual Return
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t.aaad
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Peer group
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All other recipes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
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t.aaad
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Peer group
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All other recipes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
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t.aaad
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Peer group
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All other recipes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
| Risk vs. Return Compass* | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad risk vs. 60/40 | Worse | Worse | Worse | Worse | Worse | Worse |
| t.aaad return vs. 60/40 | Worse | Worse | Better | Worse | Better | Better |
| Risk-Return Quadrant | 
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|
|
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| SE | SE | NE | SE | NE | NE | |
| Risk-Return Direction | 177° | 122° | 14° | 102° | 51° | 16° |
| Risk-Return Magnitude | 6.0 | 1.1 | 3.6 | 1.2 | 2.1 | 4.7 |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * compares t.aaad to s.6040 on the scatterplot "Downside Deviation vs. Annual Return" | ||||||
| M-squared | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | -15.6% | -6.7% | 0.0% | -3.6% | -1.7% | 3.9% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | -8.2% | -6.2% | -3.6% | -1.9% | -0.5% | 0.5% |
| Global Equities (ACWI) | -5.4% | -3.8% | -3.5% | -4.0% | -4.4% | |
| U.S. Equities (SPY) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| U.S. Bonds (BND) | -30.4% | -22.7% | -19.0% | -12.5% | -9.7% | -3.9% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Alpha | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | -9.5% | -4.7% | 2.2% | -0.2% | 2.1% | 5.8% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | -6.3% | -4.5% | -2.4% | -1.1% | -0.2% | 0.4% |
| Global Equities (ACWI) | -5.1% | -3.5% | -3.2% | -3.6% | -4.1% | |
| U.S. Equities (SPY) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| U.S. Bonds (BND) | -13.2% | -8.9% | -4.9% | -2.0% | -0.0% | 0.7% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Sharpe | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | 0.15 | -0.10 | 0.57 | 0.48 | 0.79 | 0.82 |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 0.61 | -0.07 | 0.39 | 0.58 | 0.85 | 0.60 |
| Global Equities (ACWI) | 0.78 | 0.07 | 0.42 | 0.48 | 0.64 | |
| U.S. Equities (SPY) | 1.09 | 0.27 | 0.59 | 0.71 | 0.91 | 0.59 |
| U.S. Bonds (BND) | -0.84 | -0.95 | -0.41 | -0.10 | 0.24 | 0.29 |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Sortino | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | 0.22 | -0.13 | 0.88 | 0.73 | 1.29 | 1.34 |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 1.09 | -0.10 | 0.57 | 0.85 | 1.33 | 0.87 |
| Global Equities (ACWI) | 1.51 | 0.10 | 0.62 | 0.70 | 0.99 | |
| U.S. Equities (SPY) | 2.15 | 0.39 | 0.90 | 1.09 | 1.44 | 0.87 |
| U.S. Bonds (BND) | 1.09 | -0.10 | 0.57 | 0.85 | 1.33 | 0.87 |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
Compare: Risk & Volatility
for period ending April 30, 2024
| Maximum Drawdown | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | 9.4% | 23.9% | 23.9% | 23.9% | 23.9% | 23.9% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 7.3% | 20.7% | 20.7% | 20.7% | 20.7% | 32.2% |
| Global Equities (ACWI) | 9.4% | 25.7% | 25.7% | 25.7% | 25.7% | |
| U.S. Equities (SPY) | 8.3% | 23.9% | 23.9% | 23.9% | 23.9% | 50.8% |
| U.S. Bonds (BND) | 4.9% | 16.5% | 17.3% | 17.3% | 17.3% | 17.3% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Standard Deviation | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | 10.7% | 14.2% | 16.2% | 13.2% | 13.8% | 14.1% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 12.9% | 13.2% | 13.9% | 11.1% | 10.6% | 10.6% |
| Global Equities (ACWI) | 16.7% | 17.6% | 19.5% | 16.0% | 17.0% | |
| U.S. Equities (SPY) | 17.5% | 19.1% | 20.9% | 17.1% | 16.8% | 16.5% |
| U.S. Bonds (BND) | 7.1% | 7.0% | 6.3% | 5.0% | 4.5% | 4.5% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Downside Deviation | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | 6.9% | 10.0% | 9.9% | 8.3% | 8.1% | 8.3% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 6.6% | 9.1% | 9.0% | 7.1% | 6.5% | 7.0% |
| Global Equities (ACWI) | 8.0% | 11.7% | 12.7% | 10.4% | 10.6% | |
| U.S. Equities (SPY) | 8.3% | 12.5% | 13.2% | 10.8% | 10.2% | 11.0% |
| U.S. Bonds (BND) | 4.2% | 5.2% | 4.3% | 3.3% | 2.9% | 2.8% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Beta | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.aaad | 0.62 | 0.63 | 0.58 | 0.55 | 0.58 | 0.54 |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 0.79 | 0.72 | 0.69 | 0.67 | 0.65 | 0.65 |
| Global Equities (ACWI) | 0.98 | 0.93 | 0.94 | 0.94 | 1.00 | |
| U.S. Equities (SPY) | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| U.S. Bonds (BND) | 0.79 | 0.72 | 0.69 | 0.67 | 0.65 | 0.65 |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
Compare: Correlation
for period ending April 30, 2024
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| to Global Stocks (ACWI) | 0.90 | 0.80 | 0.74 | 0.70 | 0.70 | |
| to S&P500 (SPY) | 0.89 | 0.79 | 0.73 | 0.69 | 0.68 | 0.64 |
| to U.S. Bonds (BND) | 0.64 | 0.58 | 0.44 | 0.42 | 0.34 | 0.37 |
| to Commodities (DBC) | 0.08 | 0.31 | 0.42 | 0.37 | 0.45 | 0.44 |
| to Gold (GLD) | 0.29 | 0.46 | 0.43 | 0.38 | 0.41 | 0.44 |
History
| Monthly Total Return | ||||||||||||
| Month | Dec | Nov | Oct | Sept | Aug | Jul | Jun | May | Apr | Mar | Feb | Jan |
| 2024 | -1.6% | 2.6% | 2.9% | -1.8% | ||||||||
| 2023 | 3.6% | 3.2% | -2.0% | -5.1% | -2.5% | 3.2% | 3.5% | 0.7% | 1.5% | 5.3% | -5.5% | 7.7% |
| 2022 | -0.1% | 3.1% | 7.9% | -9.8% | -2.9% | -1.8% | -4.6% | -1.9% | -1.0% | 4.0% | -0.7% | -7.3% |
| 2021 | 1.5% | -1.9% | 5.4% | -4.8% | 0.1% | 3.1% | 2.6% | 1.6% | 6.4% | -0.1% | 6.2% | 3.7% |
| 2020 | 7.0% | 7.1% | -1.3% | -4.3% | 6.8% | 8.3% | 2.7% | 2.0% | 6.9% | 0.4% | -7.6% | -1.0% |
| 2019 | 3.2% | -1.6% | 0.7% | -1.3% | 6.9% | 0.6% | 2.7% | -4.9% | 3.4% | 2.4% | -0.5% | 3.0% |
| 2018 | -0.6% | -1.5% | -6.1% | -1.9% | 4.0% | 0.1% | 0.9% | 1.5% | 0.4% | -2.2% | -3.5% | 4.1% |
| 2017 | 1.1% | 0.9% | 2.6% | -2.0% | 1.2% | 2.3% | -0.5% | 3.5% | 2.4% | 0.7% | 3.6% | 0.7% |
| 2016 | 2.9% | -1.5% | -2.3% | 1.9% | -1.9% | 0.3% | 3.7% | -2.9% | 0.7% | 2.7% | 0.9% | -5.3% |
| 2015 | -0.7% | -0.3% | 4.9% | -0.8% | -6.7% | -5.5% | -1.5% | -0.2% | -0.8% | -0.1% | -1.6% | 5.1% |
| 2014 | 0.5% | 3.3% | 2.6% | -2.3% | 4.7% | -0.6% | 0.9% | 1.3% | -0.9% | -1.1% | 3.4% | -2.8% |
| 2013 | 2.5% | 1.6% | 3.7% | 2.0% | -2.1% | 6.2% | -1.6% | -0.5% | 2.8% | 3.2% | -1.0% | 3.2% |
| 2012 | 2.5% | 1.1% | -1.7% | 1.9% | 0.4% | 2.5% | 2.4% | -5.7% | 0.2% | 2.1% | 2.1% | 3.2% |
| 2011 | 1.3% | 0.5% | 3.7% | -5.1% | 6.3% | 2.7% | -2.0% | -1.8% | 4.0% | 1.2% | 4.2% | 1.9% |
| 2010 | 4.9% | -1.1% | 0.4% | 5.0% | 5.5% | -0.8% | -2.1% | -7.0% | 4.6% | 8.5% | 4.4% | -7.2% |
| 2009 | -1.3% | 6.0% | -3.4% | 5.1% | 1.8% | 10.1% | 0.1% | 9.2% | 6.3% | 3.4% | -1.4% | -7.7% |
| 2008 | 9.9% | 5.6% | -10.6% | 0.1% | -0.0% | -1.6% | -2.6% | 4.4% | -0.7% | -1.2% | 4.5% | 3.5% |
| 2007 | 5.1% | -2.3% | 7.9% | 3.6% | 0.5% | -0.5% | 0.9% | 0.4% | 3.2% | -0.0% | -1.2% | 1.1% |
| 2006 | -0.9% | 4.6% | 5.5% | 2.2% | -0.2% | 1.9% | -1.4% | -5.0% | 0.2% | 4.3% | -0.8% | 9.1% |
| 2005 | 2.6% | 4.4% | -5.0% | 2.9% | -1.8% | 2.4% | 4.3% | 2.2% | -2.8% | -2.4% | 4.7% | -3.4% |
| 2004 | 3.4% | 4.4% | 4.6% | 0.8% | 4.2% | -4.7% | 1.3% | 2.3% | -8.7% | 1.1% | 4.4% | 1.9% |
| 2003 | 4.8% | 2.7% | 3.1% | -1.7% | 6.0% | 4.5% | 2.1% | 6.5% | ||||
| Monthly Allocation | ||||||||||||
| Month | Allocations | |||||||||||
| 202405 | DBC,38.01,GLD,29.2,SPY,32.79 | |||||||||||
| 202404 | GLD,45.45,IWM,23.38,QQQ,31.17 | |||||||||||
| 202403 | IWM,21.31,QQQ,33.4,SPY,45.29 | |||||||||||
| 202402 | IWM,25.34,QQQ,41.74,TLT,32.92 | |||||||||||
| 202401 | IWM,28.3,IYR,29.07,QQQ,42.63 | |||||||||||
| 202312 | GLD,36.85,QQQ,27.5,SPY,35.65 | |||||||||||
| 202311 | DBC,30.97,GLD,35.95,SPY,33.08 | |||||||||||
| 202310 | DBC,39.32,QQQ,24.72,SPY,35.96 | |||||||||||
| 202309 | IWM,27.58,QQQ,28.49,SPY,43.93 | |||||||||||
| 202308 | IWM,26.69,QQQ,29.65,SPY,43.66 | |||||||||||
| 202307 | EFA,35.98,QQQ,26.75,SPY,37.27 | |||||||||||
| 202306 | GLD,33.32,QQQ,29.88,SPY,36.8 | |||||||||||
| 202305 | EFA,38.42,QQQ,26.19,SPY,35.39 | |||||||||||
| 202304 | EFA,37.33,GLD,36.46,QQQ,26.21 | |||||||||||
| 202303 | EFA,43.44,QQQ,25.18,TLT,31.38 | |||||||||||
| 202302 | EEM,34.77,EFA,36.69,IYR,28.54 | |||||||||||
| 202301 | EEM,28.49,EFA,29.85,GLD,41.66 | |||||||||||
| 202212 | DBC,29.62,EFA,27.68,GLD,42.7 | |||||||||||
| 202211 | DBC,35.97,IWM,29.92,SPY,34.11 | |||||||||||
| 202210 | IWM,32.57,QQQ,29.47,SPY,37.96 | |||||||||||
| 202209 | IWM,32.87,QQQ,29.25,SPY,37.88 | |||||||||||
| 202208 | DBC,29.55,IWM,27.43,TLT,43.02 | |||||||||||
| 202207 | DBC,26.08,EEM,26.54,GLD,47.38 | |||||||||||
| 202206 | DBC,22.24,GLD,46.29,IYR,31.47 | |||||||||||
| 202205 | DBC,22.59,GLD,45.22,IYR,32.19 | |||||||||||
| 202204 | DBC,22.7,GLD,42.45,IYR,34.85 | |||||||||||
| 202203 | DBC,26.7,GLD,46.79,SPY,26.51 | |||||||||||
| 202202 | DBC,29.82,IYR,33.25,SPY,36.93 | |||||||||||
| 202201 | IYR,33.61,QQQ,28.84,SPY,37.55 | |||||||||||
| 202112 | QQQ,31.37,SPY,38.42,TLT,30.21 | |||||||||||
| 202111 | DBC,25.27,QQQ,33.89,SPY,40.84 | |||||||||||
| 202110 | DBC,23.87,QQQ,39.99,TLT,36.14 | |||||||||||
| 202109 | IYR,31.9,QQQ,37.35,TLT,30.75 | |||||||||||
| 202108 | DBC,26.2,IYR,34.27,TLT,39.53 | |||||||||||
| 202107 | DBC,31.49,IYR,37.36,QQQ,31.15 | |||||||||||
| 202106 | DBC,24.51,IYR,37.37,SPY,38.12 | |||||||||||
| 202105 | DBC,25.15,IYR,39.17,SPY,35.68 | |||||||||||
| 202104 | DBC,32.4,IWM,24.71,IYR,42.89 | |||||||||||
| 202103 | DBC,41.85,EEM,30.38,IWM,27.77 | |||||||||||
| 202102 | DBC,41.91,EEM,31.24,IWM,26.85 | |||||||||||
| 202101 | DBC,38.95,EEM,34.61,IWM,26.44 | |||||||||||
| 202012 | EEM,42.51,IWM,30.92,QQQ,26.57 | |||||||||||
| 202011 | EEM,38.07,GLD,32.41,IWM,29.52 | |||||||||||
| 202010 | EEM,34.37,QQQ,25.64,SPY,39.99 | |||||||||||
| 202009 | IWM,25.94,QQQ,34.66,SPY,39.4 | |||||||||||
| 202008 | EEM,34.99,IWM,24.66,QQQ,40.35 | |||||||||||
| 202007 | GLD,51.36,IWM,19.22,QQQ,29.42 | |||||||||||
| 202006 | GLD,46.15,QQQ,20.82,TLT,33.03 | |||||||||||
| 202005 | GLD,46.14,QQQ,20.57,TLT,33.29 | |||||||||||
| 202004 | GLD,47.28,QQQ,20.89,TLT,31.83 | |||||||||||
| 202003 | GLD,38.93,QQQ,24.97,TLT,36.1 | |||||||||||
| 202002 | IWM,31.5,QQQ,30.69,SPY,37.81 | |||||||||||
| 202001 | EEM,30.93,QQQ,31.64,SPY,37.43 | |||||||||||
| 201912 | EFA,36.8,QQQ,27.52,SPY,35.68 | |||||||||||
| 201911 | GLD,32.4,IYR,39.62,TLT,27.98 | |||||||||||
| 201910 | GLD,29.56,IYR,39.35,TLT,31.09 | |||||||||||
| 201909 | GLD,30.26,IYR,34.76,TLT,34.98 | |||||||||||
| 201908 | GLD,31.31,QQQ,24.21,TLT,44.48 | |||||||||||
| 201907 | GLD,36.25,QQQ,22.62,TLT,41.13 | |||||||||||
| 201906 | IYR,32.63,QQQ,25.18,TLT,42.19 | |||||||||||
| 201905 | IYR,32.99,QQQ,28.85,SPY,38.16 | |||||||||||
| 201904 | EEM,31.23,EFA,43.07,QQQ,25.7 | |||||||||||
| 201903 | GLD,40.04,IYR,19.82,TLT,40.14 | |||||||||||
| 201902 | EEM,21.31,GLD,54.31,IYR,24.38 | |||||||||||
| 201901 | EEM,16.3,GLD,40.88,TLT,42.82 | |||||||||||
| 201812 | EEM,19.07,GLD,50.27,IYR,30.66 | |||||||||||
| 201811 | IYR,29.02,DBC,30.71,GLD,40.27 | |||||||||||
| 201810 | IYR,27.78,QQQ,26.13,SPY,46.09 | |||||||||||
| 201809 | QQQ,29.13,IWM,35.19,IYR,35.68 | |||||||||||
| 201808 | IWM,35.17,QQQ,29.16,IYR,35.67 | |||||||||||
| 201807 | IWM,31.93,IYR,36.16,DBC,31.91 | |||||||||||
| 201806 | IYR,35.48,DBC,37.6,IWM,26.92 | |||||||||||
| 201805 | QQQ,18,GLD,44.17,DBC,37.83 | |||||||||||
| 201804 | DBC,39.37,EEM,18.64,GLD,41.99 | |||||||||||
| 201803 | QQQ,33.01,EEM,28.7,SPY,38.29 | |||||||||||
| 201802 | EEM,24.63,SPY,46.53,QQQ,28.84 | |||||||||||
| 201801 | DBC,24.26,IWM,27.64,SPY,48.1 | |||||||||||
| 201712 | DBC,22.77,IWM,29.09,SPY,48.14 | |||||||||||
| 201711 | QQQ,33.95,DBC,33.04,EEM,33.01 | |||||||||||
| 201710 | EEM,32.92,IWM,36.57,DBC,30.51 | |||||||||||
| 201709 | TLT,37.74,EEM,27.82,GLD,34.44 | |||||||||||
| 201708 | QQQ,27.61,EEM,28.54,EFA,43.85 | |||||||||||
| 201707 | TLT,36.94,EFA,35.48,EEM,27.58 | |||||||||||
| 201706 | EFA,36.73,QQQ,38.42,EEM,24.85 | |||||||||||
| 201705 | EFA,34.06,EEM,24.05,QQQ,41.89 | |||||||||||
| 201704 | EEM,22.72,QQQ,39.13,EFA,38.15 | |||||||||||
| 201703 | IWM,21.78,QQQ,33.8,SPY,44.42 | |||||||||||
| 201702 | IWM,23.44,SPY,44.44,QQQ,32.12 | |||||||||||
| 201701 | DBC,27.75,IWM,26.08,SPY,46.17 | |||||||||||
| 201612 | DBC,28.2,IWM,27.9,SPY,43.9 | |||||||||||
| 201611 | EEM,23.66,EFA,37.24,QQQ,39.1 | |||||||||||
| 201610 | EEM,25.75,IWM,31.59,QQQ,42.66 | |||||||||||
| 201609 | EEM,26.3,IWM,33.26,QQQ,40.44 | |||||||||||
| 201608 | GLD,28.82,IWM,28.4,IYR,42.78 | |||||||||||
| 201607 | DBC,25.67,IYR,36.92,TLT,37.41 | |||||||||||
| 201606 | DBC,30.46,IWM,31.42,IYR,38.12 | |||||||||||
| 201605 | DBC,35.96,EEM,29.48,GLD,34.56 | |||||||||||
| 201604 | GLD,29.36,IYR,28.22,TLT,42.42 | |||||||||||
| 201603 | GLD,30.64,IYR,29.12,TLT,40.24 | |||||||||||
| 201602 | IYR,30.21,QQQ,26.42,TLT,43.37 | |||||||||||
| 201601 | IYR,34.39,QQQ,30.72,SPY,34.89 | |||||||||||
| 201512 | IYR,34.79,QQQ,30.48,SPY,34.73 | |||||||||||
| 201511 | IYR,32.55,QQQ,24.79,TLT,42.66 | |||||||||||
| 201510 | IYR,34.11,QQQ,25.64,TLT,40.25 | |||||||||||
| 201509 | QQQ,28.81,SPY,34.49,TLT,36.7 | |||||||||||
| 201508 | EFA,26.85,QQQ,32.61,SPY,40.54 | |||||||||||
| 201507 | DBC,33.19,EEM,32.29,EFA,34.52 | |||||||||||
| 201506 | EFA,31.23,IWM,35.56,QQQ,33.21 | |||||||||||
| 201505 | EEM,27.23,EFA,33.92,QQQ,38.85 | |||||||||||
| 201504 | IWM,35.24,IYR,32.42,TLT,32.34 | |||||||||||
| 201503 | IYR,35.35,QQQ,33.36,TLT,31.29 | |||||||||||
| 201502 | IWM,25.93,IYR,40.35,TLT,33.72 | |||||||||||
| 201501 | IWM,23.89,IYR,39.51,TLT,36.6 | |||||||||||
| 201412 | QQQ,27.84,SPY,33.82,TLT,38.34 | |||||||||||
| 201411 | IYR,35.15,QQQ,27.4,TLT,37.45 | |||||||||||
| 201410 | QQQ,30.83,SPY,37.34,TLT,31.83 | |||||||||||
| 201409 | IWM,25.48,QQQ,35.1,SPY,39.42 | |||||||||||
| 201408 | IYR,36.26,QQQ,28.23,SPY,35.51 | |||||||||||
| 201407 | EEM,26.07,EFA,37.06,IYR,36.87 | |||||||||||
| 201406 | EEM,24.04,IYR,40.11,TLT,35.85 | |||||||||||
| 201405 | DBC,35.49,IYR,32.73,TLT,31.78 | |||||||||||
| 201404 | IWM,23.96,IYR,37.96,TLT,38.08 | |||||||||||
| 201403 | IWM,27.84,IYR,39.22,QQQ,32.94 | |||||||||||
| 201402 | QQQ,30.96,SPY,35.57,TLT,33.47 | |||||||||||
| 201401 | IWM,28.22,QQQ,33.69,SPY,38.09 | |||||||||||
| 201312 | IWM,28.33,QQQ,33.11,SPY,38.56 | |||||||||||
| 201311 | EEM,23.61,EFA,36.75,QQQ,39.64 | |||||||||||
| 201310 | EFA,30.55,IWM,30.88,QQQ,38.57 | |||||||||||
| 201309 | DBC,39.47,IWM,27.33,QQQ,33.2 | |||||||||||
| 201308 | IWM,28.18,QQQ,36.13,SPY,35.69 | |||||||||||
| 201307 | IWM,27.67,QQQ,35.72,SPY,36.61 | |||||||||||
| 201306 | IWM,26.65,QQQ,34.87,SPY,38.48 | |||||||||||
| 201305 | IWM,26.85,IYR,37.39,SPY,35.76 | |||||||||||
| 201304 | IWM,27.55,IYR,40.15,SPY,32.3 | |||||||||||
| 201303 | EFA,33.28,IWM,30.98,SPY,35.74 | |||||||||||
| 201302 | EEM,33.9,EFA,36.56,IWM,29.54 | |||||||||||
| 201301 | EEM,34.23,EFA,33.17,IWM,32.6 | |||||||||||
| 201212 | EEM,30.16,EFA,31.62,GLD,38.22 | |||||||||||
| 201211 | EEM,29.22,EFA,30.31,GLD,40.47 | |||||||||||
| 201210 | DBC,32.3,EFA,30.13,IWM,37.57 | |||||||||||
| 201209 | DBC,30.72,GLD,36.74,QQQ,32.54 | |||||||||||
| 201208 | IYR,31.24,SPY,32.14,TLT,36.62 | |||||||||||
| 201207 | IYR,30.87,SPY,33.75,TLT,35.38 | |||||||||||
| 201206 | IYR,34.45,QQQ,31.91,TLT,33.64 | |||||||||||
| 201205 | IYR,32.62,QQQ,30.73,SPY,36.65 | |||||||||||
| 201204 | IYR,31.01,QQQ,33.43,SPY,35.56 | |||||||||||
| 201203 | EEM,26.58,IWM,29.99,QQQ,43.43 | |||||||||||
| 201202 | IWM,27.76,IYR,34,SPY,38.24 | |||||||||||
| 201201 | IWM,24.07,SPY,35.35,TLT,40.58 | |||||||||||
| 201112 | QQQ,33.11,SPY,31.56,TLT,35.33 | |||||||||||
| 201111 | GLD,35.24,QQQ,30.19,TLT,34.57 | |||||||||||
| 201110 | GLD,34.37,QQQ,29.8,TLT,35.83 | |||||||||||
| 201109 | DBC,36.58,GLD,33.52,TLT,29.9 | |||||||||||
| 201108 | GLD,35.78,IYR,28.41,TLT,35.81 | |||||||||||
| 201107 | EFA,27.04,GLD,38.79,IYR,34.17 | |||||||||||
| 201106 | EEM,23.77,GLD,34.25,TLT,41.98 | |||||||||||
| 201105 | DBC,28.53,GLD,37.7,IYR,33.77 | |||||||||||
| 201104 | DBC,31.81,IWM,30.06,IYR,38.13 | |||||||||||
| 201103 | DBC,32.29,IWM,30.23,IYR,37.48 | |||||||||||
| 201102 | DBC,27.82,IWM,31.99,QQQ,40.19 | |||||||||||
| 201101 | DBC,25.88,IWM,33.8,QQQ,40.32 | |||||||||||
| 201012 | GLD,34.65,IWM,28,QQQ,37.35 | |||||||||||
| 201011 | DBC,33.74,EEM,30.63,QQQ,35.63 | |||||||||||
| 201010 | EEM,33.05,EFA,29.47,TLT,37.48 | |||||||||||
| 201009 | EEM,28.5,EFA,27.5,TLT,44 | |||||||||||
| 201008 | GLD,39.09,IYR,18.6,TLT,42.31 | |||||||||||
| 201007 | GLD,40.97,IYR,17.81,TLT,41.22 | |||||||||||
| 201006 | GLD,48.32,IWM,27.85,IYR,23.83 | |||||||||||
| 201005 | IWM,33.3,IYR,25.81,QQQ,40.89 | |||||||||||
| 201004 | IWM,33.43,IYR,29.44,QQQ,37.13 | |||||||||||
| 201003 | IWM,33.69,IYR,28.02,QQQ,38.29 | |||||||||||
| 201002 | GLD,34.4,IYR,26.47,QQQ,39.13 | |||||||||||
| 201001 | DBC,32.6,EEM,25,QQQ,42.4 | |||||||||||
| 200912 | EEM,27.19,GLD,50.9,IYR,21.91 | |||||||||||
| 200911 | EEM,33,EFA,42.61,IYR,24.39 | |||||||||||
| 200910 | EEM,33.49,EFA,43.14,IYR,23.37 | |||||||||||
| 200909 | EFA,35.2,IYR,22.2,QQQ,42.6 | |||||||||||
| 200908 | EEM,25.73,EFA,32.18,QQQ,42.09 | |||||||||||
| 200907 | EEM,29.64,EFA,37.14,IWM,33.22 | |||||||||||
| 200906 | EEM,27.01,EFA,32.71,QQQ,40.28 | |||||||||||
| 200905 | EEM,21.77,GLD,45.91,QQQ,32.32 | |||||||||||
| 200904 | EEM,22.26,GLD,44.83,QQQ,32.91 | |||||||||||
| 200903 | GLD,33.88,QQQ,24.99,TLT,41.13 | |||||||||||
| 200902 | GLD,32.97,QQQ,22.3,TLT,44.73 | |||||||||||
| 200901 | EFA,15.93,GLD,29.69,TLT,54.38 | |||||||||||
| 200812 | GLD,26.23,SPY,18.11,TLT,55.66 | |||||||||||
| 200811 | IWM,18.48,SPY,18.35,TLT,63.17 | |||||||||||
| 200810 | GLD,24.97,IYR,17.24,TLT,57.79 | |||||||||||
| 200809 | GLD,23.86,IWM,23.04,TLT,53.1 | |||||||||||
| 200808 | DBC,29.63,IWM,35.71,QQQ,34.66 | |||||||||||
| 200807 | DBC,30.76,IWM,37.46,QQQ,31.78 | |||||||||||
| 200806 | DBC,34.75,EEM,28.56,QQQ,36.69 | |||||||||||
| 200805 | DBC,37.05,IWM,35.3,IYR,27.65 | |||||||||||
| 200804 | DBC,26.18,GLD,29.9,TLT,43.92 | |||||||||||
| 200803 | DBC,30.67,GLD,30.1,TLT,39.23 | |||||||||||
| 200802 | DBC,29.68,GLD,26.38,TLT,43.94 | |||||||||||
| 200801 | DBC,42.54,EEM,19.63,GLD,37.83 | |||||||||||
| 200712 | DBC,41.26,EEM,19.94,GLD,38.8 | |||||||||||
| 200711 | DBC,38.72,EEM,18.93,GLD,42.35 | |||||||||||
| 200710 | EEM,18.55,GLD,47.25,QQQ,34.2 | |||||||||||
| 200709 | EEM,16.32,QQQ,30.75,TLT,52.93 | |||||||||||
| 200708 | DBC,39.59,EEM,21,QQQ,39.41 | |||||||||||
| 200707 | EEM,23.68,EFA,37,QQQ,39.32 | |||||||||||
| 200706 | EEM,23.51,EFA,35.83,QQQ,40.66 | |||||||||||
| 200705 | DBC,36.69,EEM,25.25,GLD,38.06 | |||||||||||
| 200704 | EEM,23.52,EFA,40.75,GLD,35.73 | |||||||||||
| 200703 | EEM,25.09,GLD,34.8,IYR,40.11 | |||||||||||
| 200702 | EEM,29.04,GLD,33.89,IYR,37.07 | |||||||||||
| 200701 | EEM,24.72,EFA,47.24,IYR,28.04 | |||||||||||
| 200612 | IWM,31.02,IYR,34.3,QQQ,34.68 | |||||||||||
| 200611 | EEM,24.87,IYR,42.54,QQQ,32.59 | |||||||||||
| 200610 | EEM,20.54,EFA,38.13,IYR,41.33 | |||||||||||
| 200609 | IYR,21.23,SPY,28.72,TLT,50.05 | |||||||||||
| 200608 | DBC,34.75,GLD,23.61,IYR,41.64 | |||||||||||
| 200607 | DBC,37.65,EFA,38.65,GLD,23.7 | |||||||||||
| 200606 | DBC,31.79,EFA,43.96,GLD,24.25 | |||||||||||
| 200605 | EEM,24.41,EFA,51.66,GLD,23.93 | |||||||||||
| 200604 | EEM,21.6,IWM,40.36,IYR,38.04 | |||||||||||
| 200603 | EEM,25.73,GLD,26.71,IYR,47.56 | |||||||||||
| 200602 | EEM,28.34,GLD,29.76,IWM,41.9 | |||||||||||
| 200601 | EEM,22.95,EFA,43.89,GLD,33.16 | |||||||||||
| 200512 | EEM,22.45,GLD,36.36,QQQ,41.19 | |||||||||||
| 200511 | EEM,21.07,EFA,39.61,GLD,39.32 | |||||||||||
| 200510 | DBC,24.09,EEM,32.67,EFA,43.24 | |||||||||||
| 200509 | DBC,29.57,EEM,34.67,IWM,35.76 | |||||||||||
| 200508 | EEM,31.67,IWM,31.24,IYR,37.09 | |||||||||||
| 200507 | EEM,21.58,IYR,33.88,TLT,44.54 | |||||||||||
| 200506 | DBC,27.68,IYR,27.91,TLT,44.41 | |||||||||||
| 200505 | DBC,30.22,EEM,23.39,TLT,46.39 | |||||||||||
| 200504 | DBC,30.01,EEM,25.49,EFA,44.5 | |||||||||||
| 200503 | DBC,24.16,EEM,31.42,EFA,44.42 | |||||||||||
| 200502 | EEM,27.96,EFA,39.93,IWM,32.11 | |||||||||||
| 200501 | EEM,29.24,EFA,42.12,IYR,28.64 | |||||||||||
| 200412 | EEM,33.42,IWM,34.18,QQQ,32.4 | |||||||||||
| 200411 | DBC,29.22,EEM,35.35,IYR,35.43 | |||||||||||
| 200410 | DBC,30.94,EEM,36.02,IYR,33.04 | |||||||||||
| 200409 | GLD,28.67,IYR,26.85,TLT,44.48 | |||||||||||
| 200408 | DBC,24.99,IYR,26.53,TLT,48.48 | |||||||||||
| 200407 | EFA,29.11,QQQ,27.95,SPY,42.94 | |||||||||||
| 200406 | DBC,28.62,QQQ,28.85,SPY,42.53 | |||||||||||
| 200405 | DBC,28.01,EFA,31.54,SPY,40.45 | |||||||||||
| 200404 | DBC,30.18,EEM,25.36,IYR,44.46 | |||||||||||
| 200403 | DBC,32.81,EEM,29,EFA,38.19 | |||||||||||
| 200402 | EEM,23.24,EFA,31.49,IYR,45.27 | |||||||||||
| 200401 | DBC,32.78,EEM,30.77,EFA,36.45 | |||||||||||
| 200312 | EEM,37.46,IWM,32.95,QQQ,29.59 | |||||||||||
| 200311 | EEM,31.44,EFA,41.41,IWM,27.15 | |||||||||||
| 200310 | EEM,25.42,GLD,30.28,IYR,44.3 | |||||||||||
| 200309 | EEM,37.61,IWM,34,QQQ,28.39 | |||||||||||
| 200308 | EEM,36.72,IWM,35.5,QQQ,27.78 | |||||||||||
| 200307 | EEM,32.64,EFA,35.17,IWM,32.19 | |||||||||||
| 200306 | IWM,39.69,QQQ,25.9,SPY,34.41 | |||||||||||
| 200305 | DBC,24.01,IYR,32.24,TLT,43.75 | |||||||||||
| 200304 | DBC,22.78,GLD,29.6,TLT,47.62 | |||||||||||
| 200303 | DBC,23.92,GLD,29.91,TLT,46.17 | |||||||||||
| 200302 | EEM,41.41,GLD,42.28,QQQ,16.31 | |||||||||||
| 200301 | GLD,44.47,QQQ,13.77,TLT,41.76 | |||||||||||
| 200212 | DBC,60.4,IWM,22.37,QQQ,17.23 | |||||||||||
| 200211 | DBC,32.65,GLD,33.57,TLT,33.78 | |||||||||||
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